#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Processes;
namespace Cephei.QL.Methods.Finitedifferences.Solvers
{
    /// <summary> 
	/// 
	/// </summary>
    [Guid ("454A6CA7-DA11-4f37-BFBB-DD7D4FEA1D31"),ComVisible(true)]
	public interface IFdm2dBlackScholesSolver 
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 Double DeltaXat(Double x, Double y);
        /// <summary> 
		/// 
		/// </summary>
		 Double DeltaYat(Double x, Double y);
        /// <summary> 
		/// 
		/// </summary>
		 Double GammaXat(Double x, Double y);
        /// <summary> 
		/// 
		/// </summary>
		 Double GammaYat(Double x, Double y);
        /// <summary> 
		/// 
		/// </summary>
		 Double ThetaAt(Double x, Double y);
        /// <summary> 
		/// 
		/// </summary>
		 Double ValueAt(Double x, Double y);
    }   

    /// <summary> 
	///  Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IFdm2dBlackScholesSolver_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// 
		/// </summary>
	    IFdm2dBlackScholesSolver Create (Cephei.QL.Processes.IGeneralizedBlackScholesProcess p1, Cephei.QL.Processes.IGeneralizedBlackScholesProcess p2, Double correlation, Cephei.QL.Methods.Finitedifferences.Solvers.IFdmSolverDesc solverDesc, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.Methods.Finitedifferences.Solvers.IFdmSchemeDesc> schemeDesc);
    }
}

